Let $X \in \text{Random}(\mathbb{R})$ be a D3161: Random real number such that

(i)	$[a, b] \subset \mathbb{R}$ is a D544: Closed real interval
(ii)	\begin{equation} a < b \end{equation}
(iii)	\begin{equation} \mathbb{P}(X \in [a, b]) = 1 \end{equation}

Let $\lambda \in \mathbb{R}$ be a D993: Real number.

Then \begin{equation} \mathbb{E} \left( e^{\lambda (X - \mathbb{E} X)} \right) \leq \exp \left( \frac{\lambda^2 (b - a)^2}{8} \right) \end{equation}